Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.620807 0.699070 0.787470 0.895560 1.025330 1.177621 1.372132
2024-12-15 00:00:00+00:00 0.541899 0.642013 0.763644 0.924994 1.137669 1.414828 1.814730
2024-12-22 00:00:00+00:00 0.495630 0.611234 0.760176 0.971735 1.274414 1.709017 2.416248
2024-12-29 00:00:00+00:00 0.452225 0.575707 0.742497 0.993275 1.378447 1.982349 3.086103
2025-01-05 00:00:00+00:00 0.415808 0.543531 0.723069 1.006679 1.470943 2.261442 3.883395
2025-01-12 00:00:00+00:00 0.381099 0.508891 0.694465 0.999950 1.528206 2.496582 4.713822
2025-01-19 00:00:00+00:00 0.342921 0.464868 0.646115 0.953562 1.507381 2.581996 5.271082
2025-01-26 00:00:00+00:00 0.323734 0.446768 0.634771 0.965519 1.592360 2.900784 6.593606
2025-02-02 00:00:00+00:00 0.307554 0.431434 0.625638 0.979214 1.682958 3.263137 8.332569
2025-02-09 00:00:00+00:00 0.288937 0.410516 0.604987 0.968871 1.722672 3.522780 10.001409
2025-02-16 00:00:00+00:00 0.275467 0.396540 0.594274 0.975052 1.798389 3.903303 12.578840
2025-02-23 00:00:00+00:00 0.255880 0.371152 0.561711 0.934945 1.762991 3.970847 13.912173
2025-03-02 00:00:00+00:00 0.237247 0.346626 0.529556 0.893762 1.722355 4.026396 15.405304
2025-03-09 00:00:00+00:00 0.229609 0.339777 0.527861 0.913485 1.832016 4.595990 21.042363
2025-03-16 00:00:00+00:00 0.225369 0.338231 0.535377 0.953207 2.002749 5.477056 32.049265
2025-03-23 00:00:00+00:00 0.218412 0.331456 0.532546 0.970306 2.119315 6.249866 46.632290
2025-03-30 00:00:00+00:00 0.211210 0.323716 0.527143 0.980888 2.221389 7.050217 68.823164
2025-04-06 00:00:00+00:00 0.202472 0.312669 0.514418 0.972954 2.267374 7.643699 95.834787
2025-04-13 00:00:00+00:00 0.190294 0.294774 0.487043 0.927453 2.187551 7.569216 106.781441
2025-04-20 00:00:00+00:00 0.185054 0.289140 0.483457 0.938449 2.291239 8.560639 178.498288
2025-04-27 00:00:00+00:00 0.180344 0.284173 0.480774 0.951297 2.405890 9.755784 338.886032
2025-05-04 00:00:00+00:00 0.173728 0.275304 0.469481 0.941170 2.439188 10.492391 574.826928
2025-05-11 00:00:00+00:00 0.169034 0.269765 0.464638 0.946990 2.532684 11.788192 1425.822909